Doubling Strategies, Limited Liability, and the Definition of Continuous Time (Classic Reprint)

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9781330381557: Doubling Strategies, Limited Liability, and the Definition of Continuous Time (Classic Reprint)

Excerpt from Doubling Strategies, Limited Liability, and the Definition of Continuous Time

Section II reviews the black-scholes economy and two derivations of the 8-3 formula. Section III outlines the Kreps doubling strategy. Section IV proves the 8-8 formula in a world of limited-liability demand loans, and shows the flaw of doubling in such a world. The feasibility of doubling using 'ggggdemand (limited-liability) loans is analyzed and rejected in section V. In section VI, I look at the continuous-time limit of discrete-time economies with go limit on liability; a proof of the 8-8 formula in such a world is presented, and doubling is shown not to work.

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This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

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Mark Latham
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ISBN 10: 1330381556 ISBN 13: 9781330381557
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Book Description Forgotten Books, United States, 2016. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****. Excerpt from Doubling Strategies, Limited Liability, and the Definition of Continuous Time Section II reviews the black-scholes economy and two derivations of the 8-3 formula. Section III outlines the Kreps doubling strategy. Section IV proves the 8-8 formula in a world of limited-liability demand loans, and shows the flaw of doubling in such a world. The feasibility of doubling using ggggdemand (limited-liability) loans is analyzed and rejected in section V. In section VI, I look at the continuous-time limit of discrete-time economies with go limit on liability; a proof of the 8-8 formula in such a world is presented, and doubling is shown not to work. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works. Bookseller Inventory # APC9781330381557

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Mark Latham
Published by Forgotten Books, United States (2016)
ISBN 10: 1330381556 ISBN 13: 9781330381557
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Book Description Forgotten Books, United States, 2016. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.Excerpt from Doubling Strategies, Limited Liability, and the Definition of Continuous Time Section II reviews the black-scholes economy and two derivations of the 8-3 formula. Section III outlines the Kreps doubling strategy. Section IV proves the 8-8 formula in a world of limited-liability demand loans, and shows the flaw of doubling in such a world. The feasibility of doubling using ggggdemand (limited-liability) loans is analyzed and rejected in section V. In section VI, I look at the continuous-time limit of discrete-time economies with go limit on liability; a proof of the 8-8 formula in such a world is presented, and doubling is shown not to work. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works. Bookseller Inventory # APC9781330381557

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Book Description Forgotten Books, 2016. Book Condition: New. This item is printed on demand for shipment within 3 working days. Bookseller Inventory # LP9781330381557

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Book Description Forgotten Books, United States, 2016. Paperback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Excerpt from Doubling Strategies, Limited Liability, and the Definition of Continuous Time Section II reviews the black-scholes economy and two derivations of the 8-3 formula. Section III outlines the Kreps doubling strategy. Section IV proves the 8-8 formula in a world of limited-liability demand loans, and shows the flaw of doubling in such a world. The feasibility of doubling using ggggdemand (limited-liability) loans is analyzed and rejected in section V. In section VI, I look at the continuous-time limit of discrete-time economies with go limit on liability; a proof of the 8-8 formula in such a world is presented, and doubling is shown not to work. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works. Bookseller Inventory # LIE9781330381557

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